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V-Lab

Big Sky Industrial Inc MEM Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

111.24%

increased by 49.08%

1 Week

111.98%

increased by 49.82%

1 Month

114.88%

increased by 52.72%

Analysis last updated: Tuesday, August 11, 2026 at 09:50 PM UTC

Date Range:

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to

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graph of Big Sky Industrial Inc MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Aug 7, 2026

Model Insight

With persistence 0.998, volatility shocks have a half-life of 368 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4236
15.98***
α

ARCH

Response to squared shocks

0.1878
53.92***
β

GARCH

Volatility persistence

0.8103
302.58***

Persistence:

0.998

Half-life:

368 days